Vox Wah are supposed to be THE wah. I wouldn't know. I only have experience with my crybaby, which I wouldn't recommend. Sweep is terrible (it has bass, treble, and not much inbetween).

The BOSS DD-6 is pretty good delay. Wouldn't be a bad idea to go with that.

With distortion, you have a lot of options. If you want a heavier tone, I loved the Boss Metal Zone when I tried it out. I also love my mega distortion, which is my favorite distortion I've found. As long as you stay away from the muddy/thin/digital ones, you shouldn't have trouble finding a gem.